The actress tells Jeremy Kay how she avoided Marilyn Monroe’s “wiggles and winks” to focus on the character at the heart of the blonde bombshell in My Week With Marilyn.

Michelle Williams is frank about the process of becoming Marilyn Monroe in My Week With Marilyn. “It felt like some kind of torture,” she says. “Some days I wondered, why am I doing this to myself?”

The pain was worth it. Williams has earned the third Golden Globe nomination of her career for her lead performance in the film, which follows Monroe’s whirlwind trip to England in 1956 to shoot The Prince And The Showgirl – as well as a second Screen Actors Guild nod and a handful of critics groups awards. A possible third Academy Award nomination is waiting in the wings.

“My expectation of myself is so great that it becomes a form of torture,” she continues, adding that she does not mean to sound precious when discussing the role. The humility is at odds with her outsized talent. “I’ve been doing these Q and As with Kenneth Branagh [who co-stars as Laurence Olivier] and it’s not one-tenth of the material he has touched in his lifetime.”

Branagh has been effusive in his praise of the actress, who showed courage in taking on the part of one of the most scrutinised female entertainers that ever lived. The real Monroe famously did not get along with her Prince And The Showgirl director and co-star Olivier, but cast a spell over the assistant director Colin Clark. They became close during the production and the latter published an on-set diary that is the backbone of My Week With Marilyn.

Williams accepted the part by Christmas 2009 and dived into research. “I basically started in my head as soon as I closed the script and said, ‘Goddammit, I am going to make that movie. I have to go make that movie.’” She read books about Monroe, read books Monroe liked to read, devoured books about method acting and carried recordings of Monroe’s voice on her iPod.

“I’d see my friends in plays and start thinking about how those performances might relate to mine,” Williams says. “I’d think about her in the midst of a personal situation or a relationship with a friend or when I looked at my [own] behaviour. Sometimes you get a little bit under the spell. It’s very slight, but there was a little period of time when I asked [myself] if it was me or her.”

Williams took care to avoid “the wiggles and winks and coos and whispers” and let the character breathe. “I asked the advice of an experienced actor and he said if there’s even a whiff of the icon, things start to get a lot less interesting. I didn’t know what that meant at first; I was looking for a simple set of instructions, but the great teachers are the ones who make you work for it and discover it for yourself. She wasn’t an icon to herself – she was a girl who became a woman.

“I never got cocky about her or felt she was a party trick or something I could turn on or off. This may just be my process, but she was a very complicated woman so I felt she could not assume she could make herself so known so quickly. There’s so much to keep in one’s head when you’re playing someone like Marilyn: even in her off moments she’s very different to me physically, visually, technically, so there’s a lot to keep in [mind].

“The minutiae – how she turns out her ankle when she’s standing straight. It was a quick shoot – two months – and I feel when you get cocky is when you fail. Somewhere there has to be a shred of confidence, [but] when people get cocky that’s when I have seen accidents.”

The two-month UK shoot began in September 2010. “I was very nervous to work with Ken and Dame Judi and Derek Jacobi and Marilyn was [nervous about filming The Prince And The Showgirl], so that was to me an advantage. I found the Brits of 2011 to be far more hospitable than the class of 1956. We were all willing each other to succeed. [Director] Simon Curtis more than anyone knew what a landmine this could be for me and everyone was very gentle.”

Monroe was a devotee of method acting; not so Williams. “I am a real ‘whatever works’ kind of girl,” she says with a breezy laugh. That said, Williams’ immersion in the essence of Monroe impressed Curtis on set. “He took Marilyn on as if he were going to play her. We were two little Marilyn geeks, spitting out facts and references.”

Monroe was silent about her association with the late Clark, who went on to become a television director and is played in the film by Eddie Redmayne. “She never speaks of it, so the only record we have is in his journal,” Williams says. “If you have time to read [Clark’s account] it strikes one as a little embellished, but at its core it strikes me as a true story and I could understand what she saw in him. It’s not a love story. She had other motives for spending time with him. I don’t look at it through rosy-coloured glasses.”

Williams recently wrapped the fantasy Oz The Great for Sam Raimi. It took up a lot of time and she says she is looking forward to getting back to being a mother. But Monroe is still with her. “She continues to intrigue me, which is pretty remarkable for someone who is dead and cannot change. Someone just gave me a new book about her. The information doesn’t really stop. With each handwritten note or dress or comment from someone who knew her, she breathes a little bit as a person. She’s still growing to me.”